+11,969.5%
CAT vs DRI
+7,577.6%
+4,391.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -6.6% | +3.8% | -10.4% | -7.7% |
| 3M | -13.3% | +13.0% | -26.3% | -16.9% |
| 6M | +11.6% | +8.3% | +3.3% | +8.2% |
| YTD | +42.9% | +20.6% | +22.3% | +33.9% |
| 1Y | +95.4% | +6.5% | +89.0% | +89.2% |
| 3Y | +196.6% | +53.7% | +142.9% | +154.5% |
| 5Y | +321.7% | +72.7% | +249.0% | +245.1% |
| 10Y | +1,140.8% | +363.2% | +777.6% | +598.3% |
| All | +11,969.5% | +7,577.6% | +4,391.9% | +3,230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling